Automated Mechanical Trading

augubhai

augubhai

Well-Known Member
#1
#1
Hi,

I would like to day trade using an automatic logic based on eWMA of 90 minutes. I could write a program that would ping for NIFTY qoutes every 1 minute and whenever the price crosses the eWMA line, a buy or sell would be executed in futures.

My problem is:
Where can I get a continious feed of NIFTY quotes, at the least cost?
Which e-broking software can I use to execute the orders programatically?

I guess that in the US & Europe there are similar softwares for automated trading. But has anybody implemented automated trading India? It will be great if anyone can give me guidance on how to go about this.

Regards,
Augubhai
 
C

cooltetra

Active Member
#2
#2
augubhai said:
Hi,

I would like to day trade using an automatic logic based on eWMA of 90 minutes. I could write a program that would ping for NIFTY qoutes every 1 minute and whenever the price crosses the eWMA line, a buy or sell would be executed in futures.

My problem is:
Where can I get a continious feed of NIFTY quotes, at the least cost?
Which e-broking software can I use to execute the orders programatically?

I guess that in the US & Europe there are similar softwares for automated trading. But has anybody implemented automated trading India? It will be great if anyone can give me guidance on how to go about this.

Regards,
Augubhai
Click to expand...
Hi Augubhai
Did you try yahoo quotes? You can even use the NSE sites for the Nifty prices. You can have a simple web query in excel that does get the data for you.

Regarding automatically placing the order, I don't think thats possible as of now with any of the brokers here. If any one knows of it, please correct me.
Best Regards
Coool.
 
C

cooltetra

Active Member
#4
#4
Hi abcde123
Please check the file
http://www.traderji.com/attachments...aday-data-download-yahoo-getdatafromyahoo.zip

This has a webquery as well as one more method to get data from yahoo.

On similar logic, you can have the link of web page moved to NSE site.

Try the sheet posted by Swagat, (you can get the links for it in the thread by MurthyMSR in Software Development section) to periodically run the query automatically.

Hope this helps.


Best Regards
Coool.
 
S

swagat86

Active Member
#5
#5
cooltetra said:
Hi abcde123
Please check the file
http://www.traderji.com/attachments...aday-data-download-yahoo-getdatafromyahoo.zip

This has a webquery as well as one more method to get data from yahoo.

On similar logic, you can have the link of web page moved to NSE site.

Try the sheet posted by Swagat, (you can get the links for it in the thread by MurthyMSR in Software Development section) to periodically run the query automatically.

Hope this helps.


Best Regards
Coool.
Click to expand...


Thanks cool and murthy sir.
 
augubhai

augubhai

Well-Known Member
#6
#6
cooltetra said:
Hi abcde123
Please check the file
http://www.traderji.com/attachments...aday-data-download-yahoo-getdatafromyahoo.zip

This has a webquery as well as one more method to get data from yahoo.

On similar logic, you can have the link of web page moved to NSE site.

Try the sheet posted by Swagat, (you can get the links for it in the thread by MurthyMSR in Software Development section) to periodically run the query automatically.

Hope this helps.


Best Regards
Coool.
Click to expand...
Hey,

This is really cool. Thanx. I'll try to point it to NSE site to get more recent data. Will keep you updated....

One more question... Does anyone know where I could get hold of the data used to generate NSE daily (today's) charts?

Regards,
Augubhai
 
D

datafetchers

Guest
#8
#8
Dear Raja,

Yes, if some of broking house, like everybody can be broker, you may develop a software which directly interact with NSE servers (which requires payments towards it) and you can do anything you may wish.

Please visit nse website they have clearly written everything for becomming member and all specifications and requirements of software and hardware etc.

Following link is for becomming new member at NSE :
http://www.nseindia.com/content/members/mem_newmember.htm

This is regarding connectivity :
http://www.nseindia.com/content/members/mem_connect.htm

This is regarding formats :
http://www.nseindia.com/content/members/mem_formats.htm

Please find above links if it is useful for your query.

Regards,

DataFetchers
 
T

thevaldhaval

Guest
#9
#9
augubhai said:
Hi,

I would like to day trade using an automatic logic based on eWMA of 90 minutes. I could write a program that would ping for NIFTY qoutes every 1 minute and whenever the price crosses the eWMA line, a buy or sell would be executed in futures.

My problem is:
Where can I get a continious feed of NIFTY quotes, at the least cost?
Which e-broking software can I use to execute the orders programatically?

I guess that in the US & Europe there are similar softwares for automated trading. But has anybody implemented automated trading India? It will be great if anyone can give me guidance on how to go about this.

Regards,
Augubhai
Click to expand...
hi i am also working on automated trading system or mechinical trading system...
what yr progress... i have some problem... kindly give me some cantact....
 
U

ubab08

New Member
#10
#10
Hi everyone,

I am also trying to develope an automated trading tool. I am using channel break out system alone . If i make 10 trades
i am in the right direction in 6 trades out of 10 , but the loss i incur in the rest of the trade (4 trades) eats the profit i made in 6 trades. can any one share their ideas to reduce the loss? . the system should be simple and reliable that is wat i am expecting still finding it difficult to find the suitable one.

bye
Babu
 
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